+3,894.5%
EMR vs ITW
+9,539.7%
-5,645.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | +3.1% | -0.4% | +3.5% | +3.3% |
| 30D | -3.5% | -9.4% | +5.9% | +2.7% |
| 3M | +9.8% | +7.1% | +2.7% | +5.1% |
| 6M | +10.8% | -1.9% | +12.6% | +12.3% |
| YTD | +15.9% | +10.4% | +5.5% | +9.2% |
| 1Y | +16.4% | +3.3% | +13.1% | +14.2% |
| 3Y | +62.1% | +21.0% | +41.1% | +44.6% |
| 5Y | +62.9% | +36.3% | +26.6% | +34.2% |
| 10Y | +267.8% | +185.8% | +82.0% | +100.3% |
| All | +3,894.5% | +9,539.7% | -5,645.2% | +451.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ITW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling